+2,660.6%
AVGO vs KORU
-21.4%
+2,682.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.4% | +0.7% | -3.5% |
| 7D | +18.2% | +11.1% | +7.0% | +14.9% |
| 30D | +0.2% | -40.6% | +40.8% | +9.2% |
| 3M | -16.8% | -63.9% | +47.1% | -2.3% |
| 6M | -16.5% | -82.8% | +66.4% | -0.1% |
| YTD | +0.8% | -15.4% | +16.2% | -30.9% |
| 1Y | +2.8% | -3.3% | +6.1% | -32.4% |
| 3Y | +278.5% | +136.2% | +142.4% | +76.9% |
| 5Y | +573.1% | -36.7% | +609.8% | +296.5% |
| All | +2,660.6% | -21.4% | +2,682.1% | +1,212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KORU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling